NYMEX Light Sweet Crude Oil Future December 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 07-Nov-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    06-Nov-2008 | 
                    07-Nov-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        65.02 | 
                        60.67 | 
                        -4.35 | 
                        -6.7% | 
                        67.37 | 
                     
                    
                        | High | 
                        65.50 | 
                        62.82 | 
                        -2.68 | 
                        -4.1% | 
                        71.77 | 
                     
                    
                        | Low | 
                        60.16 | 
                        59.97 | 
                        -0.19 | 
                        -0.3% | 
                        59.97 | 
                     
                    
                        | Close | 
                        60.77 | 
                        61.04 | 
                        0.27 | 
                        0.4% | 
                        61.04 | 
                     
                    
                        | Range | 
                        5.34 | 
                        2.85 | 
                        -2.49 | 
                        -46.6% | 
                        11.80 | 
                     
                    
                        | ATR | 
                        5.81 | 
                        5.60 | 
                        -0.21 | 
                        -3.6% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        272,470 | 
                        292,018 | 
                        19,548 | 
                        7.2% | 
                        1,386,982 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 07-Nov-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                69.83 | 
                68.28 | 
                62.61 | 
                 | 
             
            
                | R3 | 
                66.98 | 
                65.43 | 
                61.82 | 
                 | 
             
            
                | R2 | 
                64.13 | 
                64.13 | 
                61.56 | 
                 | 
             
            
                | R1 | 
                62.58 | 
                62.58 | 
                61.30 | 
                63.36 | 
             
            
                | PP | 
                61.28 | 
                61.28 | 
                61.28 | 
                61.66 | 
             
            
                | S1 | 
                59.73 | 
                59.73 | 
                60.78 | 
                60.51 | 
             
            
                | S2 | 
                58.43 | 
                58.43 | 
                60.52 | 
                 | 
             
            
                | S3 | 
                55.58 | 
                56.88 | 
                60.26 | 
                 | 
             
            
                | S4 | 
                52.73 | 
                54.03 | 
                59.47 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 07-Nov-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                99.66 | 
                92.15 | 
                67.53 | 
                 | 
             
            
                | R3 | 
                87.86 | 
                80.35 | 
                64.29 | 
                 | 
             
            
                | R2 | 
                76.06 | 
                76.06 | 
                63.20 | 
                 | 
             
            
                | R1 | 
                68.55 | 
                68.55 | 
                62.12 | 
                66.41 | 
             
            
                | PP | 
                64.26 | 
                64.26 | 
                64.26 | 
                63.19 | 
             
            
                | S1 | 
                56.75 | 
                56.75 | 
                59.96 | 
                54.61 | 
             
            
                | S2 | 
                52.46 | 
                52.46 | 
                58.88 | 
                 | 
             
            
                | S3 | 
                40.66 | 
                44.95 | 
                57.80 | 
                 | 
             
            
                | S4 | 
                28.86 | 
                33.15 | 
                54.55 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                71.77 | 
                59.97 | 
                11.80 | 
                19.3% | 
                5.75 | 
                9.4% | 
                9% | 
                False | 
                True | 
                277,396 | 
                 
                
                | 10 | 
                71.77 | 
                59.97 | 
                11.80 | 
                19.3% | 
                5.44 | 
                8.9% | 
                9% | 
                False | 
                True | 
                269,163 | 
                 
                
                | 20 | 
                85.28 | 
                59.97 | 
                25.31 | 
                41.5% | 
                5.39 | 
                8.8% | 
                4% | 
                False | 
                True | 
                241,529 | 
                 
                
                | 40 | 
                109.74 | 
                59.97 | 
                49.77 | 
                81.5% | 
                5.78 | 
                9.5% | 
                2% | 
                False | 
                True | 
                185,011 | 
                 
                
                | 60 | 
                122.87 | 
                59.97 | 
                62.90 | 
                103.0% | 
                5.40 | 
                8.9% | 
                2% | 
                False | 
                True | 
                140,856 | 
                 
                
                | 80 | 
                134.20 | 
                59.97 | 
                74.23 | 
                121.6% | 
                5.13 | 
                8.4% | 
                1% | 
                False | 
                True | 
                117,687 | 
                 
                
                | 100 | 
                148.60 | 
                59.97 | 
                88.63 | 
                145.2% | 
                5.06 | 
                8.3% | 
                1% | 
                False | 
                True | 
                101,138 | 
                 
                
                | 120 | 
                148.60 | 
                59.97 | 
                88.63 | 
                145.2% | 
                5.04 | 
                8.3% | 
                1% | 
                False | 
                True | 
                91,768 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            74.93 | 
         
        
            | 
2.618             | 
            70.28 | 
         
        
            | 
1.618             | 
            67.43 | 
         
        
            | 
1.000             | 
            65.67 | 
         
        
            | 
0.618             | 
            64.58 | 
         
        
            | 
HIGH             | 
            62.82 | 
         
        
            | 
0.618             | 
            61.73 | 
         
        
            | 
0.500             | 
            61.40 | 
         
        
            | 
0.382             | 
            61.06 | 
         
        
            | 
LOW             | 
            59.97 | 
         
        
            | 
0.618             | 
            58.21 | 
         
        
            | 
1.000             | 
            57.12 | 
         
        
            | 
1.618             | 
            55.36 | 
         
        
            | 
2.618             | 
            52.51 | 
         
        
            | 
4.250             | 
            47.86 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 07-Nov-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                61.40 | 
                                65.22 | 
                             
                            
                                | PP | 
                                61.28 | 
                                63.82 | 
                             
                            
                                | S1 | 
                                61.16 | 
                                62.43 | 
                             
             
         |